CME Euro FX (E) Future June 2021


Trading Metrics calculated at close of trading on 10-Feb-2021
Day Change Summary
Previous Current
09-Feb-2021 10-Feb-2021 Change Change % Previous Week
Open 1.2081 1.2146 0.0066 0.5% 1.2158
High 1.2153 1.2175 0.0022 0.2% 1.2172
Low 1.2080 1.2141 0.0062 0.5% 1.1985
Close 1.2149 1.2160 0.0011 0.1% 1.2076
Range 0.0074 0.0034 -0.0040 -54.4% 0.0187
ATR 0.0073 0.0070 -0.0003 -3.9% 0.0000
Volume 441 2,335 1,894 429.5% 4,908
Daily Pivots for day following 10-Feb-2021
Classic Woodie Camarilla DeMark
R4 1.2259 1.2243 1.2178
R3 1.2226 1.2210 1.2169
R2 1.2192 1.2192 1.2166
R1 1.2176 1.2176 1.2163 1.2184
PP 1.2159 1.2159 1.2159 1.2163
S1 1.2143 1.2143 1.2157 1.2151
S2 1.2125 1.2125 1.2154
S3 1.2092 1.2109 1.2151
S4 1.2058 1.2076 1.2142
Weekly Pivots for week ending 05-Feb-2021
Classic Woodie Camarilla DeMark
R4 1.2637 1.2543 1.2179
R3 1.2451 1.2357 1.2127
R2 1.2264 1.2264 1.2110
R1 1.2170 1.2170 1.2093 1.2124
PP 1.2078 1.2078 1.2078 1.2054
S1 1.1984 1.1984 1.2059 1.1937
S2 1.1891 1.1891 1.2042
S3 1.1705 1.1797 1.2025
S4 1.1518 1.1611 1.1973
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 1.2175 1.1985 0.0190 1.6% 0.0068 0.6% 92% True False 1,294
10 1.2192 1.1985 0.0207 1.7% 0.0066 0.5% 85% False False 962
20 1.2263 1.1985 0.0278 2.3% 0.0070 0.6% 63% False False 755
40 1.2392 1.1985 0.0407 3.3% 0.0073 0.6% 43% False False 544
60 1.2392 1.1858 0.0534 4.4% 0.0070 0.6% 57% False False 408
80 1.2392 1.1671 0.0722 5.9% 0.0067 0.6% 68% False False 311
Crabel Price Patterns
NR True
NR4 True
NR5 True
NR7 True
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR False
3BNR False
4BNR False
8BNR False
Bear Hook False
Bull Hook False
Stretch 0.0012
Narrowest range in 54 trading days
Fibonacci Retracements and Extensions
4.250 1.2317
2.618 1.2262
1.618 1.2229
1.000 1.2208
0.618 1.2195
HIGH 1.2175
0.618 1.2162
0.500 1.2158
0.382 1.2154
LOW 1.2141
0.618 1.2120
1.000 1.2108
1.618 1.2087
2.618 1.2053
4.250 1.1999
Fisher Pivots for day following 10-Feb-2021
Pivot 1 day 3 day
R1 1.2159 1.2145
PP 1.2159 1.2129
S1 1.2158 1.2114

These figures are updated between 7pm and 10pm EST after a trading day.

View Archives - Comment on this page... - Back to Index of Symbols